Auto Keying does not respect Active Keying Set in 2.8
Thanks @moonboots for pointing out where it was in 2.79. After looking around, I realized am blind...

If you open the Keying dropdown I used in my example above, the same button does exist in 2.8, is placed next to Add &amp; Replace, and once you toggle it on, the auto function will start respecting the Keying Set.